EQDS.L vs. SPHD
Compare and contrast key facts about iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
EQDS.L and SPHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQDS.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Jun 12, 2017. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012. Both EQDS.L and SPHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQDS.L or SPHD.
Key characteristics
| EQDS.L | SPHD | |
|---|---|---|
| YTD Return | 9.34% | 20.89% |
| 1Y Return | 13.36% | 26.25% |
| 3Y Return (Ann) | 7.76% | 9.23% |
| 5Y Return (Ann) | 3.78% | 7.66% |
| Sharpe Ratio | 1.20 | 2.25 |
| Daily Std Dev | 10.91% | 12.64% |
| Max Drawdown | -32.52% | -41.39% |
| Current Drawdown | -1.23% | 0.00% |
Correlation
The correlation between EQDS.L and SPHD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EQDS.L vs. SPHD - Performance Comparison
In the year-to-date period, EQDS.L achieves a 9.34% return, which is significantly lower than SPHD's 20.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EQDS.L vs. SPHD - Expense Ratio Comparison
EQDS.L has a 0.28% expense ratio, which is lower than SPHD's 0.30% expense ratio.
Risk-Adjusted Performance
EQDS.L vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
EQDS.L vs. SPHD - Dividend Comparison
EQDS.L's dividend yield for the trailing twelve months is around 3.24%, less than SPHD's 3.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.24% | 3.58% | 4.14% | 4.63% | 3.25% | 4.54% | 5.06% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.59% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
EQDS.L vs. SPHD - Drawdown Comparison
The maximum EQDS.L drawdown since its inception was -32.52%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for EQDS.L and SPHD. For additional features, visit the drawdowns tool.
Volatility
EQDS.L vs. SPHD - Volatility Comparison
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) has a higher volatility of 2.79% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.07%. This indicates that EQDS.L's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.